Blender 2.8 Evee problem with irradiance volume and reflection cube
Thank you for stating your question clearly.
When you import .FBX files from MAX: Go to the object property tabs (to your right side of the screen) and locate the 3 vertex triangle icon. There you will see "normals tab". Uncheck "Custom normals".
Also, the MATERIAL which you´re importing from MAX is overriding the properties of a principled BSDF shader like Blender natively interprets. That is your "diffuse" material has probably a high value of white in its parameters (past 1). Solution: Go to your materials tab of your imported. .fbx object and delete the diffuse material (or any other weird network of materials in which these .fbx use to arrive at blender from max) and then SHIFT+A on the node editr, search for principled shader. Plug it into the Material output of your imported object. Voilá.

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BFCT_Schiller